-99.2%
FCEL vs WWD
+490.2%
-589.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.5% | -4.9% |
| 7D | +6.3% | -2.9% | +9.1% | +8.2% |
| 30D | -18.8% | -6.6% | -12.2% | -14.5% |
| 3M | -3.8% | -9.3% | +5.5% | +2.6% |
| 6M | +121.1% | -13.6% | +134.7% | +140.3% |
| YTD | +113.3% | +10.4% | +102.9% | +94.5% |
| 1Y | +173.5% | +39.9% | +133.6% | +110.8% |
| 3Y | -63.9% | +165.0% | -229.0% | -82.9% |
| 5Y | -90.7% | +183.8% | -274.5% | -95.8% |
| All | -99.2% | +490.2% | -589.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling